xKDR / TSFrames.jl

Timeseries in Julia
MIT License
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WIP: Add Indicators.jl functionality with TSFrames #155

Open smishr opened 1 year ago

smishr commented 1 year ago

Been looking to use methods defined in Indicators.jl with TSFrame objects. Since Indicators.jl defines its methods using simple AbstractArray and Matrix types, it is relatively easy to integrate the two packages.

I tried integrating the runmean and sma (simple moving average) method with TSFrames, and its relatively easy to integrate. It will be great to have those moving average and momentum based operations working out of box with TSFrames.

codecov-commenter commented 1 year ago

Codecov Report

Merging #155 (50c9a5f) into main (30902da) will decrease coverage by 0.45%. The diff coverage is 0.00%.

@@            Coverage Diff             @@
##             main     #155      +/-   ##
==========================================
- Coverage   91.41%   90.97%   -0.45%     
==========================================
  Files          20       21       +1     
  Lines         431      432       +1     
==========================================
- Hits          394      393       -1     
- Misses         37       39       +2     
Impacted Files Coverage Δ
src/TSFrames.jl 100.00% <ø> (ø)
src/indicators.jl 0.00% <0.00%> (ø)
src/utils.jl 86.36% <0.00%> (-0.21%) :arrow_down:

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asinghvi17 commented 1 year ago

Should we make this a package extension and use Requires.jl for Julia < 1.9, to avoid adding another dependency?

smishr commented 1 year ago

Should we make this a package extension and use Requires.jl for Julia < 1.9, to avoid adding another dependency?

Sure. im not too familiar with how package extensions will work in Julia, but there is blog post here.